Soc. Generale Put 120 ALB 21.03.2025
/ DE000SU6QVS4
Soc. Generale Put 120 ALB 21.03.2.../ DE000SU6QVS4 /
| 2024-09-23 9:06:55 AM |
Chg.+0.21 |
Bid9:31:05 AM |
Ask9:31:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
+6.75% |
3.35
Bid Size: 4,000 |
3.45
Ask Size: 4,000 |
Albemarle Corporatio... |
120.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SU6QVS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.52 |
| Parity: |
3.04 |
| Time value: |
0.35 |
| Break-even: |
73.63 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-1.58 |
| Rho: |
-0.43 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.91% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+6.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
3.11 |
| 1M High / 1M Low: |
3.99 |
2.99 |
| 6M High / 6M Low: |
4.37 |
1.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.82% |
| Volatility 6M: |
|
96.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
